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Derivatives Market

Derivatives Market

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            4. Synthetic Matching of Calendar Spreads
            5. Parameters of calendar spreads
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            Parameters of calendar spread

            Parameters of calendar spread
            Contract code
            Eu-6.16-9.16
             
            Short code
            EuM6EuU6
            • Trading results
            Description
            Futures on EUR/RUB Exchange Rate
             
            Type
            Calendar spread
             
            First trading day
            25/03/2015
             
            Last trading day
            16/06/2016
             
            First leg of CS
            https://www.moex.com/en/contract.aspx?code=Eu-6.16
             
            Second leg of CS
            https://www.moex.com/en/contract.aspx?code=Eu-9.16